+43.3%
TGT vs TXT
+5.5%
+37.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | -3.6% | +0.8% | -4.4% | -3.9% |
| 30D | +4.4% | -10.4% | +14.9% | +8.5% |
| 3M | +25.4% | -14.3% | +39.7% | +31.7% |
| 6M | +33.4% | -15.1% | +48.5% | +40.2% |
| YTD | +65.6% | -8.3% | +73.9% | +66.6% |
| 1Y | +80.3% | -0.7% | +81.0% | +74.1% |
| All | +43.3% | +5.5% | +37.8% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling